Your dealer is correct that the Lifestyle package (ZED) cannot be ordered with M Sport (ZMP) but a 135i with ZED has most of the M Sport features already. All 135 models come with the body kit and sport suspension standard, and many of the M Sport trim details are similar (shadowline is available with ZED and the black headliner is included in ZED). The biggest difference is the absence of sport seats with ZED, but those are available as a separate option. Obviously the steering wheel, shifter and and dash trim are different, but that's the whole point of ZED (it's all cosmetic).
With this info in mind, is there anything a 135i with the ZED and sport seats options is missing for your purposes?